+215.5%
RTX vs DBX
+11.7%
+203.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -1.7% | -7.3% | +5.6% | -0.6% |
| 30D | +7.7% | -5.7% | +13.4% | +8.6% |
| 3M | -10.3% | -6.3% | -4.0% | -9.7% |
| 6M | +14.6% | +12.1% | +2.5% | +11.3% |
| YTD | +10.4% | +16.5% | -6.2% | +6.0% |
| 1Y | +13.5% | +6.1% | +7.5% | +10.8% |
| 3Y | +158.6% | +21.8% | +136.8% | +139.7% |
| 5Y | +147.3% | +19.1% | +128.1% | +125.8% |
| All | +215.5% | +11.7% | +203.8% | +157.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling